-35.7%
BAX vs RGEN
+412.9%
-448.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.9% |
| 7D | -2.4% | -0.9% | -1.6% | -2.3% |
| 30D | -9.7% | +2.8% | -12.6% | -10.3% |
| 3M | +29.3% | +34.5% | -5.2% | +21.5% |
| 6M | +40.7% | +40.5% | +0.2% | +30.5% |
| YTD | +30.3% | +2.8% | +27.4% | +28.1% |
| 1Y | +3.4% | +39.6% | -36.2% | -4.2% |
| 3Y | -32.0% | +4.4% | -36.4% | -35.9% |
| 5Y | -66.9% | -42.8% | -24.1% | -66.6% |
| All | -35.7% | +412.9% | -448.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling